+6,781.2%
CME vs ETR
+1,125.4%
+5,655.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | +6.2% | +1.0% | +5.3% | +5.7% |
| 3M | +10.4% | -1.3% | +11.7% | +10.7% |
| 6M | -9.5% | +1.9% | -11.4% | -11.0% |
| YTD | +6.0% | +18.2% | -12.1% | -2.9% |
| 1Y | +9.3% | +24.7% | -15.4% | -2.7% |
| 3Y | +57.7% | +150.7% | -93.0% | -2.7% |
| 5Y | +77.7% | +127.0% | -49.3% | +12.4% |
| 10Y | +281.2% | +295.5% | -14.2% | +77.6% |
| All | +6,781.2% | +1,125.4% | +5,655.8% | +1,742.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling